+775.0%
STT vs TDY
+6,954.6%
-6,179.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.6% |
| 7D | +1.0% | -1.8% | +2.8% | +1.7% |
| 30D | +2.8% | -13.8% | +16.6% | +8.5% |
| 3M | +18.1% | -3.9% | +22.0% | +19.6% |
| 6M | +59.2% | -9.0% | +68.2% | +64.2% |
| YTD | +51.5% | +16.5% | +34.9% | +42.1% |
| 1Y | +75.7% | +9.3% | +66.4% | +68.6% |
| 3Y | +200.8% | +45.1% | +155.7% | +158.9% |
| 5Y | +155.8% | +35.0% | +120.8% | +125.9% |
| 10Y | +266.4% | +469.0% | -202.6% | +101.5% |
| All | +775.0% | +6,954.6% | -6,179.6% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling